Pages that link to "Item:Q1927489"
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The following pages link to Spectral analysis of fractionally cointegrated systems (Q1927489):
Displayed 3 items.
- Determining the cointegrating rank in nonstationary fractional systems by the exact local Whittle approach (Q289172) (← links)
- Noncontemporaneous cointegration and the importance of timing (Q1927729) (← links)
- A Wald test for the cointegration rank in nonstationary fractional systems (Q2628844) (← links)